-1.2%
CLX vs COMP
+16.2%
-17.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.5% | -1.1% |
| 7D | +13.6% | +13.4% | +0.1% | +11.6% |
| 30D | +23.4% | +11.1% | +12.3% | +21.3% |
| 3M | -2.8% | -18.8% | +16.0% | -0.9% |
| 6M | +14.0% | +10.5% | +3.5% | +12.0% |
| YTD | +4.2% | -3.4% | +7.6% | -2.7% |
| 1Y | -1.2% | +19.7% | -20.9% | -12.0% |
| All | -1.2% | +16.2% | -17.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling